A sequential particle filter method for static models

DOI10.1093/BIOMET/89.3.539zbMATH Open1036.62062OpenAlexW2137307912MaRDI QIDQ4455350FDOQ4455350

Authors: Nicolas Chopin 

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2000-45.pdf

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zbMATH Keywords

Markov chain Monte CarloMetropolis-Hastingsimportance samplingmixture modelparticle filterparallel processingbatch importance sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09) Generalized linear models (logistic models) (62J12) Sequential estimation (62L12)

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